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1、DynamicProgrammingandItsApplicationtoOptimalControlThisisVolume81inMATHEMATICSINSCIENCEANDENGINEERINGAseriesofmonographsandtextbooksEditedbyRICHARDBELLMAN,UniversityofSouthernCaliforniaApartiallistofthebooksinthisseriesappearsattheendofthisvolume.Acom-pletelistingisa
2、vailablefromthePublisheruponrequest.DYNAMICPROGRAMMINGANDITSAPPLICATIONTOOPTIMALCONTROLR.BoudarelINTERNATIONALCOMPANYFORINFORMATIONTECHNOLOGYLOUVECIENNES,FRANCEJ.DelmasCENTERFORSTUDYANDRESEARCHINAUTOMATIONTOULOUSE,FRANCEP.GuichetINTERNATIONALCOMPANYFORINFORMATIONTECH
3、NOLOGYLOUVECIENNES.FRANCETranslatedbyR.N.McDonoughDEPARTMENTOFELECTRICALENGINEERINGUNIVERSITYOFDELAWARENEWARK,DELAWAREWACADEMICPRESSNewYorkandLondon1971COPYRIGHT01971,BYACADEMICPRESS,INC.ALLRIGHTSRESERVEDNOPARTOFTHISBOOKMAYBEREPRODUCEDINANYFORM,BYPHOTOSTAT,MICROFILM,
4、RETRIEVALSYSTEM,ORANYOTHERMEANS,WITHOUTWRITTENPERMISSIONFROMTHEPUBLISHERS.OriginallypublishedintheFrenchlanguageunderthetitle“ComrnandeOptimaledesProcessus,”Tome3,“ProgrammationDynamiqueetsesApplications,”andcopyrightedin1968byDunod,Paris.ACADEMICPRESS,INC.111FifthAv
5、enue,NewYork,NewYorklp003UnitedKingdomEditionpublishedbyACADEMICPRESS.INC.(LONDON)’LTD.BerkeleySquareHouse,LondonWlX6BALiBRARYOFCONGRESSCATALOGCARDNUMBER:79-154364AMS(MOS)1970SubjectClassification:49C05PRINTEDINTHEUNITEDSTATESOFAMERICAContentsForewordxiPrefacexiiiPAR
6、T1DISCRETEDETERMINISTICPROCESSESChapter1ThePrinciplesofDynamicProgramming1.1GeneralDescriptionoftheMethod1.2ExampleoftheGeneralMethod1.3SequentialDecisionProblemsandthePrincipleofOptimality1.4AnExampleofApplicationofthePrincipleofOptimality1.5RemarksChapter2Processes
7、withBoundedHorizon2.1DefinitionofaDiscreteProcess92.2StatementoftheProblem102.3ApplicationofthePrincipleofOptimality102.4DirectDerivationoftheRecurrenceEquation112.5AnalogInterpretationoftheRecurrenceEquation122.6PracticalApplicationoftheRecurrenceEquation132.7Additi
8、veConstraints162.8SensitivityoftheSolution19Chapter3ProcesseswithInfiniteorUnspecifiedHorizon3.1ProcesseswithInfiniteHorizon213.2Pr
